TESTING ASSET PRICING-MODELS WITH CHANGING EXPECTATIONS AND AN UNOBSERVABLE MARKET PORTFOLIO

被引：118
作者：
GIBBONS, MR [1 ]
FERSON, W [1 ]
机构：
[1] UNIV PENN,PHILADELPHIA,PA 19104
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1985年 / 14卷 / 02期
关键词：
D O I：
10.1016/0304-405X(85)90015-7
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：217 / 236
页数：20
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